+2,922.1%
EQT vs ROP
+24,346.7%
-21,424.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -8.0% | +6.8% | +0.9% |
| 30D | +1.1% | -2.7% | +3.8% | +1.7% |
| 3M | +4.8% | +16.6% | -11.8% | +0.3% |
| 6M | -10.6% | +10.4% | -20.9% | -13.4% |
| YTD | +3.4% | -12.1% | +15.5% | +5.8% |
| 1Y | +8.7% | -23.6% | +32.3% | +15.1% |
| 3Y | +35.0% | -19.3% | +54.3% | +40.3% |
| 5Y | +204.2% | -15.4% | +219.6% | +210.9% |
| 10Y | +52.5% | +134.6% | -82.1% | +19.6% |
| All | +2,922.1% | +24,346.7% | -21,424.6% | +1,459.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling